+48.9%
OUST vs RCAT
-56.5%
+105.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | +2.3% |
| 7D | +31.9% | -5.6% | +37.5% | +33.7% |
| 30D | -4.2% | -27.0% | +22.8% | +10.6% |
| 3M | -9.3% | -57.9% | +48.6% | +35.8% |
| 6M | +51.7% | -59.4% | +111.1% | +122.8% |
| YTD | +76.6% | -46.9% | +123.5% | +103.2% |
| 1Y | +48.9% | -54.0% | +102.9% | +84.3% |
| All | +48.9% | -56.5% | +105.4% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling